+13.5%
MCHP vs SPG
+19.7%
-6.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -11.1% | -5.8% | -5.4% | -10.7% |
| 3M | -18.1% | -2.8% | -15.3% | -19.2% |
| 6M | +10.8% | +8.9% | +1.9% | +5.1% |
| YTD | +14.2% | +14.3% | 0.0% | +8.2% |
| 1Y | +13.5% | +19.5% | -6.0% | +7.3% |
| All | +13.5% | +19.7% | -6.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling